Weighted scoreatpercentile or median?

July 26, 2010
11:29 a.m.
Hi list, is there a way to compute the weighted median or the weighted percentile http://en.wikipedia.org/wiki/Percentile#Weighted_Percentile with numpy or scipy? I only found the "scoreatpercentile" function in scipy.stat, and the "median" functions of scipy.stat and numpy, but they both dont allow to specify a weight. Best regards Ole
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Ole Streicher